Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47374.15 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45976.13 Kr¶

PnL: ---------------------------------------> -912.44 Kr¶

DD now: ---------------------------------> -2.582 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:56:45.784649'

Anic Portfolio¶

Today¶

Return: -0.322 %¶

This Week¶

Return: -0.322 %¶

Total¶

Return: 55.091 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -1.280000 770.000000 97.000000 14.410000 673.000000
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
Nordea Bank Abp 29 0.310000 3525.820000 71.820000 2.080000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -5.240000 387.000000 32.000000 9.010000 355.000000
SAAB B 8 -0.330000 3408.800000 31.800000 0.940000 3377.000000
AcadeMedia 12 0.870000 584.400000 27.400000 4.920000 557.000004
Resurs Holding 22 -1.510000 600.820000 26.820000 4.670000 573.999998
Swedbank A 3 -0.250000 587.850000 23.850000 4.230000 564.000000
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.500000 539.800000 12.800000 2.430000 527.000000
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Corem Property Group B 59 -5.240000 581.450000 4.450000 0.770000 576.999999
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Securitas B 6 -2.630000 572.520000 2.520000 0.440000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -3.450000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -2.220000 528.800000 -3.200000 -0.600000 532.000000
Handelsbanken A 5 0.230000 541.500000 -4.500000 -0.820000 546.000000
Midsona B 63 -0.670000 563.850000 -19.150000 -3.280000 582.999984
Boozt 12 -2.370000 1630.800000 -23.200000 -1.400000 1653.999996
International Petroleum Corp. 5 -1.920000 563.000000 -31.570000 -5.310000 594.565215
CTEK 13 -1.580000 501.540000 -32.460000 -6.080000 533.999999
Essity B 2 0.900000 539.200000 -34.800000 -6.060000 574.000000
Vivesto 1368 2.420000 567.450000 -45.550000 -7.430000 612.999432
Sampo Oyj SDB 7 0.370000 3794.000000 -56.000000 -1.450000 3850.000000
Essity A 4 1.120000 1086.000000 -63.000000 -5.480000 1149.000000
Fasadgruppen Group 35 0.760000 3717.000000 -94.000000 -2.470000 3810.999990
Beijer Electronics Group 26 2.430000 2849.600000 -121.400000 -4.090000 2971.000006
OX2 18 0.310000 1449.900000 -214.100000 -12.870000 1663.999992
Axfood 13 1.570000 3521.700000 -234.300000 -6.240000 3756.000001
Ovzon 52 -1.870000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 45976.130000 -912.440000 -2.58224% 46888.564618

Updated:¶

'2023-01-30 10:56:58.623988'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶